Source for numerical techniques - book review

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Henry Schaffer

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Sep 18, 1986, 8:29:52 AM9/18/86
to
NUMERICAL RECIPES: The art of Scientific Computing by W. H. Press,
B. P. Flannery, S. A. Teukolsky, and W. T. Vetterling (1986)
Cambridge Univ. Press IBSN 0 521 30811 9

is a cross between a numerical analysis textbook and a compilation
of source (FORTRAN 77, and Pascal translated from the FORTRAN) for
numerical algorithms - many of which are beyond the limits of the
usual undergraduate numerical analysis course. The scope if this
book is "everything up to, but not including, partial differential
equations", plus a start on p.d.e.'s.

The source is available on diskettes for a number of formats, and
licenses are available (from Numerical Recipes Software, PO Box 243,
Cambridge, MA 02238) for minicomputers and mainframes - they
consider this to be competitive with NAG and IMSL.

The Chapters are:
1. Preliminaries
2. Solution of Linear Algebraic Equations
3. Interpolation and Extrapolation
4. Integration of Functions
5. Evaluation of Functions
6. Special Functions
7. Random Numbers
8. Sorting
9. Root Finding and Nonlinear Sets of Equations
10. Minimization or Maximization of Functions
11. Eigensystems
12. Fourier Transform Spectral Methods
13. Statistical Description of Data
14. Modeling of Data
15. Integration of Ordinary Differential Equations
16. Two Point Boundary Value Problems
17. Partial Differential Equations.

--henry schaffer

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